BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
18 Oct 2025 04:57 PM IST
| BAJAJ-AUTO 28-OCT-2025 8900 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Oct | 9150.50 | 296.95 | -4.35 | - | 268 | -40 | 573 | |||||||||
| 15 Oct | 9102.50 | 292.65 | -12.35 | - | 615 | -118 | 842 | |||||||||
| 28 Sept | 8702.00 | 200 | -50.5 | 24.14 | 1,083 | 96 | 293 | |||||||||
| 22 Sept | 9054.50 | 423.8 | -205.2 | 26.69 | 1 | 0 | 2 | |||||||||
| 21 Sept | 8971.50 | 629 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 9075.00 | 629 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 8999.50 | 629 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 8900 expiring on 28OCT2025
Delta for 8900 CE is -
Historical price for 8900 CE is as follows
On 18 Oct BAJAJ-AUTO was trading at 9150.50. The strike last trading price was 296.95, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 573
On 15 Oct BAJAJ-AUTO was trading at 9102.50. The strike last trading price was 292.65, which was -12.35 lower than the previous day. The implied volatity was -, the open interest changed by -118 which decreased total open position to 842
On 28 Sept BAJAJ-AUTO was trading at 8702.00. The strike last trading price was 200, which was -50.5 lower than the previous day. The implied volatity was 24.14, the open interest changed by 96 which increased total open position to 293
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 423.8, which was -205.2 lower than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 2
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 629, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 629, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 629, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 28OCT2025 8900 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Oct | 9150.50 | 38.6 | -5.95 | - | 1,913 | -21 | 844 |
| 15 Oct | 9102.50 | 75.55 | -14.55 | - | 1,983 | 67 | 1,042 |
| 28 Sept | 8702.00 | 380.85 | 68.7 | 31.33 | 523 | 37 | 232 |
| 22 Sept | 9054.50 | 207 | 2 | 27.25 | 69 | 9 | 44 |
| 21 Sept | 8971.50 | 205 | 8.8 | 24.34 | 20 | 19 | 29 |
| 18 Sept | 9075.00 | 196.2 | 21.2 | 26.58 | 4 | 2 | 16 |
| 14 Sept | 8999.50 | 200 | 51 | 24.08 | 2 | 2 | 12 |
For Bajaj Auto Limited - strike price 8900 expiring on 28OCT2025
Delta for 8900 PE is -
Historical price for 8900 PE is as follows
On 18 Oct BAJAJ-AUTO was trading at 9150.50. The strike last trading price was 38.6, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 844
On 15 Oct BAJAJ-AUTO was trading at 9102.50. The strike last trading price was 75.55, which was -14.55 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 1042
On 28 Sept BAJAJ-AUTO was trading at 8702.00. The strike last trading price was 380.85, which was 68.7 higher than the previous day. The implied volatity was 31.33, the open interest changed by 37 which increased total open position to 232
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 207, which was 2 higher than the previous day. The implied volatity was 27.25, the open interest changed by 9 which increased total open position to 44
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 205, which was 8.8 higher than the previous day. The implied volatity was 24.34, the open interest changed by 19 which increased total open position to 29
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 196.2, which was 21.2 higher than the previous day. The implied volatity was 26.58, the open interest changed by 2 which increased total open position to 16
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 200, which was 51 higher than the previous day. The implied volatity was 24.08, the open interest changed by 2 which increased total open position to 12
